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Relationship between expected treasury bill and Eurodollar interest rates : a fractional cointegration analysis
Shrestha, Keshab; Welch, Robert L. - In: Review of quantitative finance and accounting 16 (2001) 1, pp. 65-80
Persistent link: https://www.econbiz.de/10001748001
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An arbitrage-free model of the yield gap
Spencer, Peter D. - In: The Manchester School 67 (1999) Suppl, pp. 116-133
Persistent link: https://www.econbiz.de/10001413122
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Norwegian and international yields in the 10 year segment
Berg, Sigbjørn Atle - 2016
Persistent link: https://www.econbiz.de/10011478271
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Explanations of an empirical puzzle : what can be learnt from a test of the rational expectations hypothesis?
Anderson, Heather M. - In: The journal of economic methodology 6 (1999) 1, pp. 31-59
Persistent link: https://www.econbiz.de/10001427382
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Testing the expectations theory of the term structure of interest rates using model-selection methods
Chao, John C. (contributor); Chiao, Chaoshin (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 2 (1997) 4, pp. 95-108
Persistent link: https://www.econbiz.de/10001769671
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Analysis of theoretical and empirical relationships between the Treasury bills and Eurodollar
Lee, Cheng F.; Shrestha, Keshab; Welch, Robert L. - 2024
Persistent link: https://www.econbiz.de/10015046719
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Price discovery in strategically linked markets : the TED spread and its constituents
Chatrath, Arjun; Chaudhry, Mukesh; Christie-David, Rohan - In: The journal of derivatives : the official publication … 6 (1999) 4, pp. 77-87
Persistent link: https://www.econbiz.de/10001432456
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TED tandems : arbitrage restrictions and the US Treasury bill - Eurodollar futures spread
Poitras, Geoffrey - In: International review of economics & finance : IREF 7 (1998) 3, pp. 255-276
Persistent link: https://www.econbiz.de/10001355646
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Causal linkages between US and Eurodollar interest rates : further evidence
Yang, Jian; Shin, Jaeun; Khan, M. M. Moosa - In: Applied economics 39 (2007) 1/3, pp. 135-144
Persistent link: https://www.econbiz.de/10003427266
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Term structure linkages surrounding the Plaza and Louvre accords : evidence from Euro-rates and long-memory components
Patel, Ajay; Shoesmith, Gary L. - In: Journal of banking & finance 28 (2004) 9, pp. 2051-2075
Persistent link: https://www.econbiz.de/10002153110